-35.9%
RBLX vs TSEM
+669.6%
-705.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +8.0% | +4.7% | +3.3% | +6.8% |
| 30D | +20.2% | -14.2% | +34.4% | +23.9% |
| 3M | +3.5% | -5.0% | +8.6% | +0.4% |
| 6M | -28.9% | +87.6% | -116.5% | -47.3% |
| YTD | -45.1% | +84.4% | -129.5% | -59.4% |
| 1Y | -66.2% | +235.4% | -301.6% | -80.2% |
| 3Y | +53.5% | +668.0% | -614.5% | -39.0% |
| 5Y | -48.4% | +644.7% | -693.2% | -79.2% |
| All | -35.9% | +669.6% | -705.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling